Software Engineer III - Global Non-Linear (GnL) Front Office team
Core
Developing complex software solutions for global risk, product pricing, and feeds to downstream systems within the Global Non-Linear (GnL) Front Office team.
Role type
Senior Front-Office Software Engineer (Derivatives)
Builds
Global risk platform, product pricing, and feeds to downstream systems for Exotics Interest-Rate Options and Inflation businesses.
Domain
Financial Services / Derivatives (Rates, FX, Hybrids)
Deliverable
production ML models | product features
Required skills
Python, Derivatives knowledge, Rates or FX business knowledge, Front Office experience, Banking environment experience
Preferred skills
Quartz platform experience, Quantitative analytics libraries, CI/CD practices
Technologies
Python, Quartz
Responsibilities
Codes solutions and unit tests to meet acceptance criteria; Designs and modifies architecture components and application interfaces; Mentors engineers on CI/CD practices; Executes story refinement and requirement definition; Performs spike/proof of concept work; Automates manual release activities; Designs and maintains automated test suites; Collaborates with trading desk and Market Risk to build risk and PnL functionality.
Seniority
Senior, hands-on IC
